Key Features in this Release:
For user created WI bonds, added option to calculate the WI roll using the ASW/OIS/ESprd/SOFR Z Spline RVS curves
A new AUD Bond CoD graph has been added to the CoD Graph list
Added support for the Forward Matched Maturity SOFR Spread & the SOFR Spread Z columns
Added ability for traders to save size of lower graphs
Reorganized Future CTD sheet
Added the function to delete several tabs at a time
Minor Fixes & Enhancements:
Future Calendar Roll: Added support for AUD
Market View:
CCY Curve Config: Added the ZPline and CPI curve control as well as a warning to save any changes made
WI SSA: Added CMT as a choice under “Spread Method”
Curves - NOK: Added support for OIS curve
Curves – THB: Added OIS onshore & offshore curves
Curves – USD: Added convexity for quarterly SOFR futures